Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP.
Peter KnausAngela Bitto-NemlingAnnalisa CadonnaSylvia Frühwirth-SchnatterPublished in: J. Stat. Softw. (2021)
Keyphrases
- probabilistic model
- unified model
- theoretical framework
- bayesian framework
- formal model
- main contribution
- parameter values
- computational model
- high level
- modeling method
- modeling framework
- generic model
- prior knowledge
- process model
- conceptual model
- neural network
- theoretical foundation
- theoretical analysis
- metamodel
- conceptual framework
- learning scheme
- computational framework
- knowledge base